Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47250.66 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45855.68 Kr¶

PnL: ---------------------------------------> -1032.89 Kr¶

DD now: ---------------------------------> -2.836 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 12:29:10.306573'

Anic Portfolio¶

This Week¶

Return: -1.393 %¶

Total¶

Return: 54.67 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 15.850000 801.200000 128.200000 19.050000 673.000000
FM Mattsson Mora Group B 50 -0.170000 3005.000000 78.000000 2.660000 2927.000000
SAAB B 8 1.030000 3443.200000 66.200000 1.960000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.200000 392.800000 37.800000 10.650000 355.000000
Intrum 4 6.070000 562.400000 35.400000 6.720000 527.000000
AcadeMedia 12 -1.020000 579.600000 22.600000 4.060000 557.000004
Corem Property Group B 59 -2.870000 599.440000 22.440000 3.890000 576.999999
Resurs Holding 22 -1.720000 591.580000 17.580000 3.060000 573.999998
Swedbank A 3 -0.720000 575.550000 11.550000 2.050000 564.000000
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Boozt 12 -0.290000 1663.200000 9.200000 0.560000 1653.999996
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Securitas B 6 -0.370000 576.600000 6.600000 1.160000 570.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Coor Service Management Hold. 8 0.000000 535.200000 3.200000 0.600000 532.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Karnov Group 9 -0.670000 537.300000 1.300000 0.240000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.190000 247.200000 1.200000 0.490000 246.000000
Nordea Bank Abp 29 -0.600000 3448.100000 -5.900000 -0.170000 3453.999992
Handelsbanken A 5 -0.560000 536.750000 -9.250000 -1.690000 546.000000
CTEK 13 -1.450000 521.430000 -12.570000 -2.350000 533.999999
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -3.580000 539.200000 -34.800000 -6.060000 574.000000
International Petroleum Corp. 5 -0.900000 547.500000 -47.070000 -7.920000 594.565215
Beijer Electronics Group 26 -7.450000 2906.800000 -64.200000 -2.160000 2971.000006
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Vivesto 1368 0.510000 536.260000 -76.740000 -12.520000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 0.710000 1413.000000 -251.000000 -15.080000 1663.999992
Axfood 13 -3.160000 3463.200000 -292.800000 -7.800000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45846.720000 -1041.850000 -2.84658% 46888.564618

Updated:¶

'2023-01-26 12:28:07.022132'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶